Supporting the full spectrum of structured finance data, analytics, and cashflow products for the structured markets

Supporting the full spectrum of structured

finance data, analytics, and cashflow

products for the structured markets

Solutions by Role

Moody's Analytics provides structured finance market participants with integrated solutions and market insight through research, data, and analytics.

Solutions by Business Line

Moody's research, data, and analytics provide solutions for a comprehensive and in-depth view of the market.

Other Services

Our solutions include a combination of state-of-the-art comparative analytics, global coverage, and a sophisticated cash flow engine to assist market participants in making informed decisions.

Insights & Research

case study

ABS Suite increases Operational Efficiency by over 30% resulting in significant cost savings

We helped this credit card issuer with 17 series across 2 master trusts address their business challenges.

Read the story

Trusted by the industry leaders

Product Updates

Structured Finance Portal

New feature highlights:

  • Created a test to set the flag, save and checked in a new session for “Exclude prior to first trustee report (PT)”.
  • Updated “Macro Scenarios “tab to include SOFR factor in Reg Module Custom Scenarios hub.
  • Added MV Metrics and WAL at portfolio level.
  • Added new field index adjustment (bps).
  • Sorted new deals widget by the latest date by default.
  • Added seniority to capital structure and interest balance to notable metrics for CLO deal pages.
  • Fixed Asset level data for collateral information to show up on BWIC page.
  • Applied portfolio cashflow stratifications for property types.
  • Removed Market Value Metrics (Biz Rules) in deal/tranche page.
Structured Finance API


  • Exposed Ameribor indices (AMERIBOR,AMBOR 30D, AMBOR 90D, AMBOR 30DT, and AMBOR_90DT) and BSBY indices (BSBY,BSBY_1MO, BSBY_3MO, BSBY_6MO, and BSBY_12MO) to SF-API.
  • Exposed SOFR SWAP rate and TONA rate to SF-API.
  • Exposed SONIA rate in the CDOnet engine.
  • Upgraded AD&Co integration to support LDM Ver.3.0 new features.
  • Exposed current tranche record date at MOODYS_BOND_INFO::record_date.
  • Enabled Natural Disasters setting in MPA.
  • Added Aggregate Climate Scenario into CMM pre-defined scenarios.
Structured Finance Portal

New feature highlights:

  • Enabled “benchmark” option for floating tranches in price/yield calculation.
  • Added Original and Current Ratings for union of Moody’s/S&P/Fitch ratings to one list in screener/alerts Tranche characteristics.
  • Added S&P and Fitch common industry to Asset-level widget on Deal/ Manager/ Portfolio/ Asset Universe levels.
  • Added various Industry-related fields to Transaction widget on Deal/Manager/Portfolio Levels.
  • Added reported and calculated ABS prepayment speed to enhanced BWIC page and screener page.

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